Thread: Freeing memory necessary?

I was wondering if it's necessary to free the allocated memory in the following example:

Code:

#include <stdio.h>

int main()
{
    char **data = malloc(sizeof(char *) * 5);
    if(data == NULL) {
        return 0;
    }

    int i;
    for(i = 0; i < 5; i++) {
        data[i] = malloc(sizeof(char) * 10);

        if(data[i] == NULL) {
            // Should I free memory here?
            return 0;
        }
    }

    return 0;
}

Let's say the first two times memory gets allocated, so data[0] & data[1] are not NULL. Now if the third time malloc() returns NULL, should I first free the memory in data[0] & data[1] before terminating the program or is this unnecessary since the program quits immediatly after?